The capillary cohesion in polydisperse granular media is studied at the local and macroscopic scales. At the local scale, an explicit modeling of capillary cohesion is proposed according to the characteristics of the grain-pair. The modeling of capillary force is validated by experiments performed over pairs of beads. The modeling is then implemented in a 3D numerical code based on a discrete element method, together with a numerical method for the distribution of water in the granular material. Axial compression tests are carried out numerically and experimentally. Successful comparisons between numerical and experimental macroscopic tests approve the approach allowing thus to study the macroscopic behaviour of wet granular materials.